A note on non-separable solutions of linear partial differential equation

A method has been presented for constructing non-separable solutions of homogeneous linear partial differential equations of the type F(D, D′)W = 0, where D = ∂/∂x, D′ = ∂/∂y, Image where crs are constants and n stands for the order of the equation. The method has also been extended for equations of the form Φ(D, D′, D″)W = 0, where D = ∂/∂x, D′ = ∂/∂y, D″ = ∂/∂z and Image As illustration, the method has been applied to obtain nonseparable solutions of the two and three dimensional Helmholtz equations.

Dynamics of Barrierless and Activated Chemical Reactions in a Dispersive Medium within the Fractional Diffusion Equation Approach

Barrierless chemical reactions have often been modeled as a Brownian motion on a one-dimensional harmonic potential energy surface with a position-dependent reaction sink or window located near the minimum of the surface. This simple (but highly successful) description leads to a nonexponential survival probability only at small to intermediate times but exponential decay in the long-time limit. However, in several reactive events involving proteins and glasses, the reactions are found to exhibit a strongly nonexponential (power law) decay kinetics even in the long time. In order to address such reactions, here, we introduce a model of barrierless chemical reaction where the motion along the reaction coordinate sustains dispersive diffusion. A complete analytical solution of the model can be obtained only in the frequency domain, but an asymptotic solution is obtained in the limit of long time. In this case, the asymptotic long-time decay of the survival probability is a power law of the Mittag−Leffler functional form. When the barrier height is increased, the decay of the survival probability still remains nonexponential, in contrast to the ordinary Brownian motion case where the rate is given by the Smoluchowski limit of the well-known Kramers' expression. Interestingly, the reaction under dispersive diffusion is shown to exhibit strong dependence on the initial state of the system, thus predicting a strong dependence on the excitation wavelength for photoisomerization reactions in a dispersive medium. The theory also predicts a fractional viscosity dependence of the rate, which is often observed in the reactions occurring in complex environments.

Approximation of solutions to fractional integral equation

In this paper we shall study a fractional integral equation in an arbitrary Banach space X. We used the analytic semigroups theory of linear operators and the fixed point method to establish the existence and uniqueness of solutions of the given problem. We also prove the existence of global solution. The existence and convergence of the Faedo–Galerkin solution to the given problem is also proved in a separable Hilbert space with some additional assumptions on the operator A. Finally we give an example to illustrate the applications of the abstract results.

Polymer melt dynamics: Microscopic roots of fractional viscoelasticity

The rheological properties of polymer melts and other complex macromolecular fluids are often successfully modeled by phenomenological constitutive equations containing fractional differential operators. We suggest a molecular basis for such fractional equations in terms of the generalized Langevin equation (GLE) that underlies the renormalized Rouse model developed by Schweizer [J. Chem. Phys. 91, 5802 (1989)]. The GLE describes the dynamics of the segments of a tagged chain under the action of random forces originating in the fast fluctuations of the surrounding polymer matrix. By representing these random forces as fractional Gaussian noise, and transforming the GLE into an equivalent diffusion equation for the density of the tagged chain segments, we obtain an analytical expression for the dynamic shear relaxation modulus G(t), which we then show decays as a power law in time. This power-law relaxation is the root of fractional viscoelastic behavior.

Path integral description of polymers using fractional Brownian walks

The statistical properties of fractional Brownian walks are used to construct a path integral representation of the conformations of polymers with different degrees of bond correlation. We specifically derive an expression for the distribution function of the chains’ end‐to‐end distance, and evaluate it by several independent methods, including direct evaluation of the discrete limit of the path integral, decomposition into normal modes, and solution of a partial differential equation. The distribution function is found to be Gaussian in the spatial coordinates of the monomer positions, as in the random walk description of the chain, but the contour variables, which specify the location of the monomer along the chain backbone, now depend on an index h, the degree of correlation of the fractional Brownian walk. The special case of h=1/2 corresponds to the random walk. In constructing the normal mode picture of the chain, we conjecture the existence of a theorem regarding the zeros of the Bessel function.

A simple technique for approximate solutions of the Falkner-Skan equation

A simple, sufficiently accurate and efficient method for approximate solutions of the Falkner-Skan equation is proposed here for a wide range of the pressure gradient parameter. The proposed approximate solutions are obtained utilising a known solution of another differential equation.

Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Chapman-Enskog analysis for finite-volume formulation of lattice Boltzmann equation

The classical Chapman-Enskog expansion is performed for the recently proposed finite-volume formulation of lattice Boltzmann equation (LBE) method D.V. Patil, K.N. Lakshmisha, Finite volume TVD formulation of lattice Boltzmann simulation on unstructured mesh, J. Comput. Phys. 228 (2009) 5262-5279]. First, a modified partial differential equation is derived from a numerical approximation of the discrete Boltzmann equation. Then, the multi-scale, small parameter expansion is followed to recover the continuity and the Navier-Stokes (NS) equations with additional error terms. The expression for apparent value of the kinematic viscosity is derived for finite-volume formulation under certain assumptions. The attenuation of a shear wave, Taylor-Green vortex flow and driven channel flow are studied to analyze the apparent viscosity relation.

Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations

In this paper, we consider a singularly perturbed boundary-value problem for fourth-order ordinary differential equation (ODE) whose highest-order derivative is multiplied by a small perturbation parameter. To solve this ODE, we transform the differential equation into a coupled system of two singularly perturbed ODEs. The classical central difference scheme is used to discretize the system of ODEs on a nonuniform mesh which is generated by equidistribution of a positive monitor function. We have shown that the proposed technique provides first-order accuracy independent of the perturbation parameter. Numerical experiments are provided to validate the theoretical results.

Handling large variations in mechanics: Some applications

There is a need to use probability distributions with power-law decaying tails to describe the large variations exhibited by some of the physical phenomena. The Weierstrass Random Walk (WRW) shows promise for modeling such phenomena. The theory of anomalous diffusion is now well established. It has found number of applications in Physics, Chemistry and Biology. However, its applications are limited in structural mechanics in general, and structural engineering in particular. The aim of this paper is to present some mathematical preliminaries related to WRW that would help in possible applications. In the limiting case, it represents a diffusion process whose evolution is governed by a fractional partial differential equation. Three applications of superdiffusion processes in mechanics, illustrating their effectiveness in handling large variations, are presented.

Hybrid stiff-string-polynomial basis functions for vibration analysis of high speed rotating beams

A new finite element is developed for free vibration analysis of high speed rotating beams using basis functions which use a linear combination of the solution of the governing static differential equation of a stiff-string and a cubic polynomial. These new shape functions depend on rotation speed and element position along the beam and account for the centrifugal stiffening effect. The natural frequencies predicted by the proposed element are compared with an element with stiff-string, cubic polynomial and quintic polynomial shape functions. It is found that the new element exhibits superior convergence compared to the other basis functions.

Bending Of Circular Plate On Elastic-Foundation

The governing differential equation of linear, elastic, thin, circular plate of uniform thickness, subjected to uniformly distributed load and resting on Winkler-Pasternak type foundation is solved using ``Chebyshev Polynomials''. Analysis is carried out using Lenczos' technique, both for simply supported and clamped plates. Numerical results thus obtained by perturbing the differential equation for plates without foundation are compared and are found to be in good agreement with the available results. The effect of foundation on central deflection of the plate is shown in the form of graphs.

Quantum-Ohmic Resistance Fluctuation In Disordered Conductors - An Invariant Imbedding Approach

It is now well known that in extreme quantum limit, dominated by the elastic impurity scattering and the concomitant quantum interference, the zero-temperature d.c. resistance of a strictly one-dimensional disordered system is non-additive and non-self-averaging. While these statistical fluctuations may persist in the case of a physically thin wire, they are implicitly and questionably ignored in higher dimensions. In this work, we have re-examined this question. Following an invariant imbedding formulation, we first derive a stochastic differential equation for the complex amplitude reflection coefficient and hence obtain a Fokker-Planck equation for the full probability distribution of resistance for a one-dimensional continuum with a Gaussian white-noise random potential. We then employ the Migdal-Kadanoff type bond moving procedure and derive the d-dimensional generalization of the above probability distribution, or rather the associated cumulant function –‘the free energy’. For d=3, our analysis shows that the dispersion dominates the mobilitly edge phenomena in that (i) a one-parameter B-function depending on the mean conductance only does not exist, (ii) an approximate treatment gives a diffusion-correction involving the second cumulant. It is, however, not clear whether the fluctuations can render the transition at the mobility edge ‘first-order’. We also report some analytical results for the case of the one dimensional system in the presence of a finite electric fiekl. We find a cross-over from the exponential to the power-low length dependence of resistance as the field increases from zero. Also, the distribution of resistance saturates asymptotically to a poissonian form. Most of our analytical results are supported by the recent numerical simulation work reported by some authors.

Unsteady Incompressible Two-Dimensional and Axisymmetric Turbulent Boundary Layer Flows

The unsteady turbulent incompressible boundary-layer flow over two-dimensional and axisymmetric bodies with pressure gradient has been studied. An eddy-viscosity model has been used to model the Reynolds shear stress. The unsteadiness is due to variations in the free stream velocity with time. The nonlinear partial differential equation with three independent variables governing the flow has been solved using Keller's Box method. The results indicate that the free stram velocity distribution exerts strong influence on the boundary-layer characteristics. The point of zero skin friction is found to move upstream as time increases.

Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.